+153.0%
FTNT vs CHRW
+89.7%
+63.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.7% | +4.1% | -2.3% | +0.9% |
| 30D | -4.3% | +1.9% | -6.2% | -4.6% |
| 3M | +13.6% | -21.2% | +34.8% | +18.7% |
| 6M | +87.6% | -16.7% | +104.3% | +92.8% |
| YTD | +98.0% | -5.4% | +103.4% | +97.0% |
| 1Y | +96.9% | +21.2% | +75.7% | +84.3% |
| 3Y | +145.4% | +86.5% | +58.9% | +98.6% |
| 5Y | +153.0% | +93.0% | +59.9% | +95.1% |
| All | +153.0% | +89.7% | +63.3% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling